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Martingales with a multidimensional parameter and stochastic integrals in the plane

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Lectures in Probability and Statistics

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References

For Lp-convergence

For a.e. convergence and differentiation results

For some information on the necessity of the Vitali conditions for a.e. convergence

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  • These contain many references to the earlier literature.

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References

References For martingale representations

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Authors
  1. John B. Walsh
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Guido del Pino Rolando Rebolledo

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© 1986 Springer-Verlag

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Walsh, J.B. (1986). Martingales with a multidimensional parameter and stochastic integrals in the plane. In: del Pino, G., Rebolledo, R. (eds) Lectures in Probability and Statistics. Lecture Notes in Mathematics, vol 1215. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075875

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  • DOI: https://doi.org/10.1007/BFb0075875

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  • Print ISBN: 978-3-540-16822-5

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